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Stochastic behaviour of market variance implied in the prices of index options: leverage, volume and other effects

Journal

Economic Journal

Subject

Finance

Publishing details

Economic Journal 1991 Nov Vol 101:409 p 1460-1475

Authors / Editors

Franks J R;Schwartz E S

Biographies

Julian Franks

Publication Year

1991

Publication Research Centre

Institute of Finance and Accounting

Available on ECCH

No


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